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WaveletComp (version 1.0)

Computational Wavelet Analysis

Description

Wavelet analysis and reconstruction of time series, cross-wavelets and phase-difference (with filtering options), significance with simulation algorithms.

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Version

Install

install.packages('WaveletComp')

Monthly Downloads

1,989

Version

1.0

License

GPL-2

Maintainer

Angi Roesch

Last Published

December 16th, 2014

Functions in WaveletComp (1.0)

wt

Wavelet transformation, and a simulation algorithm
WaveletCoherency

Computation of the cross-wavelet power and wavelet coherence of two time series
analyze.wavelet

Computation of the wavelet power spectrum of a single time series
ridge

Ridge of a wavelet power or coherence spectrum
wt.sel.phases

Plot phases for selected periodic components of a single time series
FXtrade.transactions

Series of FX trade transactions
AR

Simulation of an AR(p) surrogate for a given time series x
WaveletTransform

Morlet wavelet transformation of a time series
arrow

Plot an arrow
marriages.Turkey

Series of monthly marriages in Turkey
FourierRand

Simulation of a surrogate for a given time series x by Fourier randomization
WaveletComp-package

Computational Wavelet Analysis
wc.image

Image plot of the cross-wavelet power spectrum and wavelet coherence spectrum of two time series
COI

Computation of the cone of influence
wc

Cross-wavelet transformation, wavelet coherence computation, and a simulation algorithm
analyze.coherency

Computation of the cross-wavelet power and wavelet coherence spectrum of two time series
wt.image

Image plot of the wavelet power spectrum of a single time series
SurrogateData

Simulation of surrogates for a given time series x, subject to the specified method and parameters
wc.avg

Plot cross-wavelet power averages and wavelet coherence averages across time of two time series
wc.angle

Plot arrows into a cross-wavelet or wavelet coherency spectrum
wt.phase.image

Image plot of the phases of periodic components for a single time series
reconstruct

Reconstruction of a (detrended) time series from output provided by an object of class "analyze.wavelet" or "analyze.coherency"
wc.phasediff.image

Image plot of phase differences of periodic components for two time series
wc.sel.phases

Comparison plot of phases for selected periodic components of two time series
periodic.series

Computation of a (deterministic) periodic time series of linearly changing period.
wt.avg

Plot of wavelet power averages across time of a single time series
ARIMA

Simulation of an ARIMA(p,0,q) surrogate for a given time series x